+91.8%
ALB vs CDW
+933.5%
-841.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | +9.1% | +2.1% | +7.0% | +7.4% |
| 30D | -3.4% | +14.7% | -18.2% | -10.6% |
| 3M | -20.6% | +11.1% | -31.7% | -26.6% |
| 6M | -48.2% | +45.6% | -93.7% | -59.8% |
| YTD | -29.2% | +17.1% | -46.3% | -40.1% |
| 1Y | +10.0% | +13.2% | -3.2% | -5.0% |
| 3Y | -12.9% | -22.2% | +9.3% | -7.8% |
| 5Y | -61.3% | -10.1% | -51.2% | -62.3% |
| 10Y | +35.8% | +307.0% | -271.2% | -25.6% |
| All | +91.8% | +933.5% | -841.7% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling